Interest Rates Products

 
 
Euro DSFs
Quarterly Interest Rate Review
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Eurodollar Records
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM4 Jun 2014 99.770 0 99.770 99.770 99.765 1357
Eurodollar GEU4 Sep 2014 - - - - 9
Eurodollar GEZ4 Dec 2014 99.715 -0.005 99.715 99.715 99.715 49
Eurodollar GEH5 Mar 2015 99.625 0 99.625 99.625 99.625 169
Eurodollar GEM5 Jun 2015 99.440 +0.005 99.440 99.440 99.435 299
Eurodollar GEU5 Sep 2015 99.190 +0.01 99.190 99.190 99.190 123
Eurodollar GEZ5 Dec 2015 98.890 +0.015 98.890 98.890 98.890 591
Eurodollar GEH6 Mar 2016 98.575 +0.015 98.575 98.575 98.575 366
10-Year U.S. Treasury Note ZNM4 Jun 2014 123'230 +0'030 123'240 123'240 123'225 3911
10-Year Deliverable Interest Rate Swap N1UM4 Jun 2014 101'020 b +0'035 - 101'020 - -
5-Year Deliverable Interest Rate Swap F1UM4 Jun 2014 100'110 b +0'020 - 100'110 - -
2-Year Deliverable Interest Rate Swap T1UM4 Jun 2014 - - - - -
30-Year Deliverable Interest Rate Swap B1UM4 Jun 2014 104'20 b +0'05 - 104'20 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM4 Jun 2014 99.770 0 99.770 99.770 99.765 1357
Eurodollar GEU4 Sep 2014 - - - - 9
Eurodollar GEZ4 Dec 2014 99.715 -0.005 99.715 99.715 99.715 49
Eurodollar GEH5 Mar 2015 99.625 0 99.625 99.625 99.625 169
Eurodollar GEM5 Jun 2015 99.440 +0.005 99.440 99.440 99.435 299
Eurodollar GEU5 Sep 2015 99.190 +0.01 99.190 99.190 99.190 123
Eurodollar GEZ5 Dec 2015 98.890 +0.015 98.890 98.890 98.890 591
Eurodollar GEH6 Mar 2016 98.575 +0.015 98.575 98.575 98.575 366
30-Day Federal Funds ZQK4 May 2014 - - - - 9
3-Month Overnight Index Swaps (OIS) OSSM4 Jun 2014 - - - - -
Euribor EBK4 May 2014 - - - - -
13-week T-bill GTBK4 May 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM4 Jun 2014 146'08 +0'04 146'09 146'09 146'07 128
U.S. Treasury Bond ZBM4 Jun 2014 134'02 +0'04 134'03 134'03 134'01 727
10-Year U.S. Treasury Note ZNM4 Jun 2014 123'230 +0'030 123'240 123'240 123'225 3911
5-Year U.S. Treasury Note ZFM4 Jun 2014 119'005 +0'020 119'005 119'007 119'005 2003
3-Year U.S. Treasury Note Z3NM4 Jun 2014 - - - - -
2-Year U.S. Treasury Note ZTM4 Jun 2014 109'282 +0'005 109'282 109'282 109'280 483
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM4 Jun 2014 - - - - -
5-Year Deliverable Interest Rate Swap F1UM4 Jun 2014 100'110 b +0'020 - 100'110 - -
10-Year Deliverable Interest Rate Swap N1UM4 Jun 2014 101'020 b +0'035 - 101'020 - -
30-Year Deliverable Interest Rate Swap B1UM4 Jun 2014 104'20 b +0'05 - 104'20 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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